+121.0%
CSX vs NIO
-43.5%
+164.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.9% | -9.3% | -3.7% |
| 7D | -5.5% | +5.6% | -11.1% | -5.8% |
| 30D | +4.9% | -4.2% | +9.2% | +5.1% |
| 3M | -2.9% | -26.3% | +23.5% | -1.4% |
| 6M | +8.3% | -42.5% | +50.9% | +11.2% |
| YTD | +36.7% | -33.5% | +70.3% | +38.9% |
| 1Y | +41.5% | -52.7% | +94.2% | +46.1% |
| 3Y | +68.6% | -57.5% | +126.1% | +71.1% |
| 5Y | +48.4% | -92.0% | +140.4% | +58.3% |
| All | +121.0% | -43.5% | +164.5% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling